This is happen to me when I want to compress my several picture file into RAR, I found there's a new file with the name thumbs.db. Actually it's okay if you want to left your thumbs.db in your computer and nothing happen or affected, but for me this file is a little bit annoying…:-)
Thumbs.db is a file which is created in a folder with Movies or Pictures so that you can view a piece of their content without actualy opening them (you can't see thumbnails unless you have the option to view system files turned on).
Thumbs.db is there so that you don't need to reload a thumbnail everytime you browse that folder.
1. Open run(click here to know the run shortcut) and type gpedit.msc and click OK.
2. Go to "User Configuration/Administrative Template/Windows Components/Windows Explorer".
3. search for "Turn off caching of thumbnail pictures", then double-click.
4. Choose "enabled" to turn off thumbs.db in your computer, and click OK.
That's it…I hope this post is useful for you who have the same problem with me.